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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Research paper series / Swiss Finance Institute"
~isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~subject:"Credit derivative"
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Credit derivative
Credit risk
313
Kreditrisiko
313
Theorie
129
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65
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65
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56
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Ongena, Steven
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Management science : journal of the Institute for Operations Research and the Management Sciences
Research paper series / Swiss Finance Institute
The journal of credit risk : published quarterly by Incisive Media
Journal of banking & finance
42
International journal of theoretical and applied finance
29
Journal of financial stability
25
Journal of international financial markets, institutions & money
25
Finance research letters
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The journal of fixed income
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International review of financial analysis
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The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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Review of quantitative finance and accounting
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Discussion paper
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International review of economics & finance : IREF
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Finance and economics discussion series
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The European journal of finance
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Research in international business and finance
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Review of derivatives research
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ECB Working Paper
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IMF working papers
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Review of finance : journal of the European Finance Association
10
The journal of corporate finance : contracting, governance and organization
10
Working paper series / European Central Bank
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Discussion paper / Tinbergen Institute
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Economics letters
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European financial management : the journal of the European Financial Management Association
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Journal of financial and quantitative analysis : JFQA
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Journal of financial services research : JFSR
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Journal of risk finance : the convergence of financial products and insurance
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NBER Working Paper
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NBER working paper series
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
Time series models for credit default
swap
premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
2
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
3
Contingent credit default swaps: accurate and approximate pricing
Koziol, Christian
;
Schön, Thomas
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
1
,
pp. 75-95
Persistent link: https://www.econbiz.de/10011566278
Saved in:
4
Credit default swaps and debt overhang
Wong, Tak-Yuen
;
Yu, Jin
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2069-2097
Persistent link: https://www.econbiz.de/10013262912
Saved in:
5
Credit volatility indexes
Mele, Antonio
;
Obayashi, Yoshiki
-
2020
-
This version: October 19, 2020
Persistent link: https://www.econbiz.de/10012419450
Saved in:
6
Contagion in derivatives markets
Paddrik, Mark
;
Rajan, Sriram
;
Young, H. Peyton
- In:
Management science : journal of the Institute for …
66
(
2020
)
8
,
pp. 3603-3616
Persistent link: https://www.econbiz.de/10012289183
Saved in:
7
Testing the transparency implications of mandatory IFRS adoption : the spread/maturity relation of credit default swaps
Bhat, Gauri
;
Callen, Jeffrey L.
;
Segal, Dan
- In:
Management science : journal of the Institute for …
62
(
2016
)
12
,
pp. 3472-3493
Persistent link: https://www.econbiz.de/10011626364
Saved in:
8
Do empty creditors matter? : evidence from distressed exchange offers
Danis, András
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1285-1301
Persistent link: https://www.econbiz.de/10011684704
Saved in:
9
Dark knights : the rise in firm intervention by credit default
swap
investors
Danis, András
;
Gamba, Andrea
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 952-970
Persistent link: https://www.econbiz.de/10014513864
Saved in:
10
Default ambiguity : credit default swaps create new systemic risks in financial networks
Schuldenzucker, Steffen
;
Seuken, Sven
;
Battiston, Stefano
- In:
Management science : journal of the Institute for …
66
(
2020
)
5
,
pp. 1981-1998
Persistent link: https://www.econbiz.de/10012234741
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